-83.1%
FRMI vs HBM
+74.6%
-157.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | +7.4% | -3.3% | +10.7% | +9.8% |
| 30D | -27.6% | -4.8% | -22.8% | -24.9% |
| 3M | -20.9% | -0.4% | -20.4% | -21.4% |
| 6M | -36.6% | +17.9% | -54.5% | -45.3% |
| YTD | -31.3% | +33.7% | -65.0% | -47.4% |
| All | -83.1% | +74.6% | -157.7% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling